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Markets and Commodity figures

21 January 2018

Total Market Turnover Statistics

Standard Turnover REPO 1 Turnover


Deals Nominal Consideration Deals Nominal Consideration
Current Day 1 024 51.97 bn Rbn 58.18 188 13.91 bn Rbn 13.98
Week to Date 6 121 214.89 bn Rbn 225.71 1 738 195.56 bn Rbn 196.25
Month to Date 13 862 477.83 bn Rbn 496.13 3 782 453.10 bn Rbn 456.30
Year to Date 13 862 477.83 bn Rbn 496.13 3 782 453.10 bn Rbn 456.30

Foreign Client Market Turnover Statistics

Standard Turnover REPO 1 Turnover


Party Deals Nominal Consideration Deals Nominal Consideration
Buy 97 8.52 bn Rbn 9.23 15 0.36 bn Rbn 0.36
Current Day Sell 97 7.06 bn Rbn 7.51 16 0.87 bn Rbn 0.91
Net 1.46 bn Rbn 1.72 -1 -0.51 bn Rbn -0.54
Buy 475 33.03 bn Rbn 34.50 120 7.37 bn Rbn 7.17
Week to Date Sell 484 33.76 bn Rbn 35.18 182 39.81 bn Rbn 42.69
Net -9 -0.73 bn Rbn -0.67 -62 -32.44 bn Rbn -35.52
Buy 1 257 76.53 bn Rbn 79.21 298 19.16 bn Rbn 18.55
Month to Date Sell 1 351 79.90 bn Rbn 82.29 330 96.30 bn Rbn 104.39
Net -94 -3.36 bn Rbn -3.07 -32 -77.14 bn Rbn -85.84
Buy 1 257 76.53 bn Rbn 79.21 298 19.16 bn Rbn 18.55
Year to Date Sell 1 351 79.90 bn Rbn 82.29 330 96.30 bn Rbn 104.39
Net -94 -3.36 bn Rbn -3.07 -32 -77.14 bn Rbn -85.84

Index Levels

Code Index Yield Index Previous Return MTD Return YTD


ALBI20 8.925%
All Bond Index Top 595.713
20 Composite 594.935 1.32% 1.32%
GOVI 8.913%Split - 594.456
ALBI20 Issuer Class GOVI 593.711 1.34% 1.34%
OTHI 8.962%
ALBI20 Issuer Class Split - 604.849
OTHI 603.956 1.26% 1.26%
CILI15 2.595%
Composite Inflation 251.052
Linked Index Top 15 251.489 -0.66% -0.66%
ICOR 3.437%
CILI15 Issuer Class 272.455
Split - ICOR 271.564 0.60% 0.60%
IGOV 2.556%
CILI15 Issuer Class 249.962
Split - IGOV 250.446 -0.72% -0.72%
ISOE 3.132%
CILI15 Issuer Class 251.281
Split - ISOE 251.236 0.28% 0.28%
MMI JSE Money Market Index
0 232.775 232.742 0.42% 0.42%

ALBI Constituent Bonds

Bond Issuer Maturity MTM Previous YTD Low YTD High


R159 REPUBLIC OF SOUTH
Jan 2020
AFRICA 7.115% 7.140% 7.12% 7.31%
R203 REPUBLIC OF SOUTH
Feb 2020
AFRICA 8.205% 8.230% 8.21% 8.40%
ES18 ESKOM HOLDINGS
MarLIMITED
2021 7.395% 7.420% 7.40% 7.59%
R204 REPUBLIC OF SOUTH
Jan 2023
AFRICA 8.830% 8.845% 8.80% 8.98%
R207 REPUBLIC OF SOUTH
Feb 2023
AFRICA 9.040% 9.055% 9.01% 9.19%
R208 REPUBLIC OF SOUTH
Feb 2023
AFRICA 7.790% 7.805% 7.76% 7.94%
ES23 ESKOM HOLDINGSAprLIMITED
2026 9.690% 9.695% 9.67% 9.85%
DV23 DEVELOPMENT DecBANK
2026
OF SOUTHERN
8.480% AFRICA 8.485% 8.46% 8.64%
R2023 REPUBLIC OF SOUTH
Jan 2030
AFRICA 9.025% 9.035% 9.01% 9.19%
ES26 ESKOM HOLDINGSFebLIMITED
2031 9.105% 9.110% 9.09% 9.25%
R186 REPUBLIC OF SOUTH
Mar 2032
AFRICA 9.235% 9.235% 9.21% 9.39%
R2030 REPUBLIC OF SOUTH
Sep 2033
AFRICA 10.695% 10.710% 10.64% 10.76%
R213 REPUBLIC OF SOUTH
Feb 2035
AFRICA 9.450% 9.465% 9.40% 9.58%
R2032 REPUBLIC OF SOUTH
Mar 2036
AFRICA 9.400% 9.415% 9.34% 9.52%
ES33 ESKOM HOLDINGSJanLIMITED
2037 9.515% 9.540% 9.49% 9.68%
R209 REPUBLIC OF SOUTH
Jan 2040
AFRICA 9.590% 9.610% 9.55% 9.77%
R2037 REPUBLIC OF SOUTH
Feb 2041
AFRICA 9.560% 9.580% 9.52% 9.74%
R214 REPUBLIC OF SOUTH
Apr 2042
AFRICA 10.870% 10.890% 10.83% 11.05%
R2044 REPUBLIC OF SOUTH
Jan 2044
AFRICA 9.615% 9.640% 9.59% 9.82%
R2048 REPUBLIC OF SOUTH
Feb 2048
AFRICA 9.590% 9.610% 9.55% 9.77%

Other Rates

Code Description Rate Previous YTD Low YTD High


SAFEX SAFEX Overnight Deposit Rate6.550% 6.540% 6.53% 6.55%
JIBAR1 JIBAR 1 Month 6.917% 6.917% 6.91% 6.92%
JIBAR3 JIBAR 3 Month 7.150% 7.150% 7.15% 7.16%
JIBAR6 JIBAR 6 Month 7.583% 7.567% 7.56% 7.60%
RSA 2 year retail bond 7.75% 0 0 0
RSA 3 year retail bond 8.00% 0 0 0
RSA 5 year retail bond 8.50% 0 0 0
RSA 3 year inflation linked retail
3.00%
bond 0 0 0
RSA 5 year inflation linked retail
3.25%
bond 0 0 0
RSA 10 year inflation linked retail
3.50%
bond 0 0 0
Nominal Bond Curves (NACS)
9.62
9.12
8.62
8.12
7.62
7.12 Zero
6.62 Par/Swap
6.12
5.62
5.12
4.62
2015 2020 2026 2031 2037 2042 2048 2053 2059
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